A novel dual-criterion framework for change point detection

DOI10.1016/J.SPL.2024.110132MaRDI QIDQ6580264FDOQ6580264

Authors: Qiang Zhang 

Publication date: 29 July 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

change point detectionlinear computational complexitycomplex data sequencedual-criterion framework

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Wild binary segmentation for multiple change-point detection
• Ball divergence: nonparametric two sample test
• Nonparametric maximum likelihood approach to multiple change-point problems
• A nonparametric approach for multiple change point analysis of multivariate data
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• Multiple Change-Point Estimation With a Total Variation Penalty
• An online kernel change detection algorithm
• Fréchet change-point detection
• Energy distance

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